Robust H ∞ Estimation for Uncertain Continuous-Time Systems

The design of full-order robust estimators is investigated for continuous-time polytopic uncertain systems. The main purpose is to obtain a stable linear estimator such that the estimation error system remains robustly stable with a prescribed H< Q attenuation level. Firstly, a simpler alternative proof is given for an improved LMI presentation of H,, o performance proposed recently. Based on the performance criterion which keeps the Lyapunov matrix out of the product of the system dynamic matrices, a sufficient condition for the existence of the robust estimator is provided in terms of linear matrix inequalities. It is shown that the proposed design strategy allows the use of parameter-dependent Lyapunov functions and hence it is less conservative than earlier results. A numerical example is employed to illustrate the feasibility and advantage of the proposed design.